Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 99'205 CHF | 100'633 CHF | 100.00% | 100.00% |
12.07.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 97'338 CHF | 98'753 CHF | 100.00% | 100.00% |
11.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 140'000 | 140'000 | 139'874 | 139'874 | 93'419 CHF | 94'819 CHF | 99.65% | 99.65% |
10.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 140'000 | 140'000 | 137'949 | 137'949 | 87'897 CHF | 89'277 CHF | 100.00% | 100.00% |
09.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 85'536 CHF | 86'902 CHF | 99.73% | 99.73% |
08.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 81'684 CHF | 83'039 CHF | 100.00% | 100.00% |
05.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 83'404 CHF | 84'758 CHF | 99.80% | 99.80% |
04.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 87'998 CHF | 89'377 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 90'899 CHF | 92'291 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 99'025 CHF | 100'459 CHF | 100.00% | 100.00% |